EWC Options History — July 2024 In July 2024, EWC traded between $36.97 and $38.98. ATM implied volatility averaged 13.9%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.7% (HV 20d: 12.2%). Max pain ranged from $36.00 to $37.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 8.18.
Notable Days 2024-07-25 : Highest Volume — 51,085 contracts2024-07-19 : Largest IV spike — 15.3% change2024-07-26 : Highest IV Rank — 48.6%2024-07-26 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $38.20 $36.97 $38.98 $36.97 $38.97 Max Pain $36.50 $36.00 $37.00 $37.00 $37.00 ATM IV 13.9% 10.3% 17.5% 12.5% 15.2% Expected Move 4.0% 3.2% 5.0% 3.6% 4.3% HV 20d 12.2% 11.1% 13.9% 12.8% 11.9% HV 60d 12.8% 12.5% 13.3% 12.9% 12.8% IV Rank 25.6% 1.6% 48.6% 16.4% 33.6% IV Percentile 34.2% 0.4% 83.7% 3.6% 54.8% Term Structure -0.1% -8.0% 6.5% 0.2% -0.2% VWIV 14.0% 10.8% 18.8% 12.5% 15.2% Skew 25d 2.9% -1.2% 7.1% 1.4% 3.1% Skew 10d 5.5% -3.9% 11.5% 2.6% 4.3% Call IV 25d 13.2% 9.8% 16.4% 12.4% 14.7% Put IV 25d 16.1% 12.4% 20.5% 13.9% 17.8% Bid-Ask Spread % 89.93 74.96 109.95 89.55 97.47 Gamma HHI 0.45 0.24 0.73 0.71 0.26 Net GEX -5.0M -8.5M -3.5M -4.8M -8.5M Net DEX 18.3M -20.7M 68.1M 37.1M 40.2M Net VEX -1.1M -2.0M -689.7K -734.7K -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 8.18 0.08 80.07 3.59 0.25 Total Volume 5,078.5 10 51,085 101 116 Total OI 148,055.364 95,168 244,676 95,168 244,676
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-07-01 $36.97 $37.00 12.5% 3.6% 12.8% 16.4% 12.5% 1.4% 0.2% -4.8M 37.1M -734.7K 3.59 89.55 N/A N/A 22 79 24,146 71,022 2024-07-02 $37.27 $37.00 11.5% 3.3% 13.2% 9.7% 12.1% 2.7% 1.1% -4.8M 29.5M -718.8K 4.06 87.02 N/A N/A 36 146 24,166 71,033 2024-07-03 $37.81 $37.00 11.1% 3.2% 13.9% 7.2% 10.9% -0.2% 0.8% -4.0M 18.0M -689.7K 16.78 89.99 N/A N/A 257 4,313 24,202 71,160 2024-07-05 $37.69 $36.00 10.3% 3.6% 13.8% 1.6% 14.6% 3.2% -0.6% -4.6M 21.0M -712.9K 80.07 84.57 N/A N/A 137 10,969 24,282 75,438 2024-07-08 $37.59 $36.00 11.3% 3.5% 13.7% 8.5% 0.0% 3.6% 0.6% -6.0M 35.3M -800.8K 0.25 89.60 N/A N/A 65 16 24,335 86,383 2024-07-09 $37.53 $36.00 12.0% 3.5% 13.0% 13.0% 13.2% 2.9% 2.7% -5.8M 38.6M -795.6K 1.01 86.09 N/A N/A 152 154 24,399 86,390 2024-07-10 $38.06 $36.00 12.6% 3.6% 13.9% 17.1% 10.8% -1.2% 0.8% -5.2M 32.6M -789.2K 1.00 89.25 N/A N/A 15,111 15,123 24,482 86,483 2024-07-11 $38.41 $36.00 13.6% 3.9% 12.2% 23.2% 13.7% 2.5% -5.9% -4.2M -247.6K -1.1M 13.07 81.72 N/A N/A 15 196 40,955 103,121 2024-07-12 $38.64 $36.00 12.2% 3.5% 12.2% 14.2% 11.8% 2.4% 0.6% -3.9M -13.6M -1.0M 0.26 78.60 N/A N/A 178 46 41,012 103,306 2024-07-15 $38.61 $36.00 12.7% 3.6% 11.1% 17.5% 11.8% 2.5% 1.1% -3.9M -11.0M -1.0M 0.08 79.47 N/A N/A 435 35 41,163 103,314 2024-07-16 $38.98 $36.00 12.8% 3.7% 11.1% 17.8% 14.5% 2.7% 1.0% -3.5M -20.7M -1.0M 0.59 74.96 N/A N/A 70 41 41,569 103,294 2024-07-17 $38.70 $36.00 13.8% 4.0% 11.6% 24.7% 15.5% 2.9% 0.4% -3.6M -15.4M -1.0M 0.85 79.19 N/A N/A 862 737 41,494 103,274 2024-07-18 $38.42 $36.00 14.5% 4.2% 12.2% 29.3% 15.3% 2.8% 2.4% -3.9M -10.4M -1.0M 0.58 81.14 N/A N/A 33 19 41,614 103,145 2024-07-19 $38.39 $36.00 16.7% 4.8% 12.2% 43.8% 13.6% 7.1% 6.5% -3.9M -1.5M -1.1M 0.40 93.32 N/A N/A 324 128 42,299 103,289 2024-07-22 $38.64 $37.00 14.5% 4.1% 12.2% 28.9% 14.7% 2.7% -0.2% -4.2M 2.0M -1.1M 0.80 88.10 N/A N/A 15 12 41,309 98,778 2024-07-23 $38.45 $37.00 15.8% 4.5% 11.2% 37.7% 0.0% 5.1% 1.3% -3.9M -492.2K -1.0M 1.50 100.52 N/A N/A 4 6 41,316 98,777 2024-07-24 $38.14 $37.00 15.6% 4.5% 11.7% 36.5% 18.8% 4.6% -3.1% -3.9M 14.9M -1.1M 2.47 107.98 N/A N/A 19 47 40,620 98,771 2024-07-25 $38.09 $37.00 16.1% 4.6% 11.5% 39.6% 16.1% 1.2% 0.3% -4.0M 7.5M -1.3M 15.98 99.08 N/A N/A 3,008 48,077 50,619 108,816 2024-07-26 $38.34 $37.00 17.5% 5.0% 11.3% 48.6% 14.6% 3.1% -1.6% -7.8M 68.1M -2.0M 0.22 102.83 N/A N/A 50 11 53,619 179,830 2024-07-29 $38.25 $37.00 17.2% 4.9% 11.1% 46.5% 15.3% 3.2% -1.5% -7.9M 67.1M -1.9M 28.00 88.15 N/A N/A 22 616 55,654 178,827 2024-07-30 $38.39 $37.00 17.3% 5.0% 11.1% 47.5% 0.0% 4.6% -8.0% -8.5M 63.8M -2.0M 0.00 109.95 N/A N/A 0 10,025 55,675 179,161 2024-07-31 $38.97 $37.00 15.2% 4.3% 11.9% 33.6% 15.2% 3.1% -0.2% -8.5M 40.2M -2.0M 0.25 97.47 N/A N/A 93 23 55,675 189,001
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